AI-Driven Credit Portfolio Quant Research - Associate/VP

JPMorgan Chase & Co.; Paris; Sur place; EUR 110 000 - 170 000; Plein temps

Résumé du poste

JPMorgan Chase & Co. in Paris is seeking an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI-driven tools to support trading workflows, portfolio risk monitoring, and daily desk operations.

You will collaborate with global teams, advance automation, and apply ML/LLM techniques to optimize credit strategies while ensuring compliance and robust model controls.

Qualifications

• Advanced degree in maths, stats, physics, financial engineering, CS, or equivalent.
• Experience in quantitative research supporting fixed income, credit, or lending desks.
• Hands-on experience building AI agents or LLM-based apps for financial markets.
• Portfolio optimization experience; familiarity with related software/tools.
• Strong software design and data science skills; Python proficiency.
• Excellent communication to technical and non-technical stakeholders.

Responsabilités

• Design, build, and deploy AI, LLM, and generative AI agent-based tools for CPG trading workflows.
• Explore and implement machine learning techniques to enhance trading-signal generation and portfolio optimization.
• Stay at the forefront of emerging AI capabilities and identify practical applications for daily desk operations.
• Leverage credit portfolio data to identify opportunities, exposures, and hedging strategies.
• Collaborate with model control teams for timely review and approval of models, ensuring compliance.
• Automate daily risk and position reports, streamlining workflows for broader automation and digital transformation.
• Build and enhance trade support and automation infrastructure for portfolio hedging and loan sale execution.
• Interact with other Markets QR sub-teams to explore synergies and share best practices.

Connaissances

Python

Quantitative research

ML/AI

Trading workflows

Portfolio optimization

LLM agents

Data analysis

Finance knowledge

Communication skills

Collaboration

Formation

Advanced degree in maths/stats/physics/financial engineering/CS

Outils

Python tooling

Model control systems

Description du poste

JPMorgan Chase & Co. in Paris is seeking an Associate or Vice President in Quantitative Research for the Credit Portfolio Lending Group (CPG). You will design, build, and deploy AI-driven tools to support trading workflows, portfolio risk monitoring, and daily desk operations.

You will collaborate with global teams, advance automation, and apply ML/LLM techniques to optimize credit strategies while ensuring compliance and robust model controls.